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Mock Paper #1 Solution M1 (Calculus & Statistics)

Section A (50 marks)


1. For the event A and B it is given that

P (A) = 0.3, P (B) = 0.6, and P (A or B but not both) = 0.4.

(a) (3 marks) Find P (A ∩ B).


(b) (1 mark) Find P (A′ ∩ B).
(c) (1 mark) State, whether A and B are independent with a brief explanation.

Solution:
(a) 0.3 − P (A ∩ B) + 0.6 − P (A ∩ B) = 0.4
P (A ∩ B) = 0.25

(b) P (A′ ∩ B) = P (B) − P (A ∩ B)


= 0.35

P (A′ ∩ B)
(c) No, P (A)P (B) ̸= P (A ∩ B) or P (B|A′ ) = ̸= P (B).
P (A or B but not both)

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Mock Paper #1 Solution M1 (Calculus & Statistics)

2. The independent random variables X and Y have distributions N (40, σ 2 ) and N (30, σ 2 )
respectively. The random variable aX +bY , where a and b are constants, has the distribution
N (570, 130σ 2 ).
(a) (4 marks) Given that a and b are integers, find the value of a and the value of b.
(b) (4 marks) Given that P (X > Y ) = 0.966, find σ.

Solution:
(a) 40a + 30b = 570
a2 + b2 = 130
30b = 570 − 40a
 2
2 57 − 4a
a + = 130
3
a = 9, b = 7

X − Y ∼ N 10, 2σ 2

(b)
P (X > Y ) = 0.966
P (X − Y > 0) = 0.966
X −Y
√ = Φ (0.966)
2σ 2
0 − 10
√ = −1.825
σ 2
−10
σ= √
−1.825 2

σ = 3.875

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Mock Paper #1 Solution M1 (Calculus & Statistics)

3. (a) (5 marks) By using the probability distribution function of standard normal distribu-
tion, or otherwise, to evaluate the Gaussian integral
Z ∞
2
e−x dx.
−∞

(b) (9 marks) By using the probability distribution function of normal distribution, which
2
1 − x−µ

is f (x) = √ e 2σ , or using result from (a), or otherwise, to evaluate
σ 2π
Z ∞
(x+7)2
e− 4 dx.
0

Solution:
Z ∞
1 x2
(a) Consider that √ e− 2 dx = 1, we have
−∞ 2π
Z ∞
1 x2
√ e− 2 dx = 1
−∞ 2π
Z ∞
x2 √
e− 2 dx = 2π
Z ∞ −∞ √ √
2
e−u 2du = 2π
−∞
Z ∞
2 √
e−u du = π.
−∞
Z ∞ 2
1

x−µ
− √
(b) Using the fact that √ e 2σ dx = 1, we have
−∞ σ 2π
Z ∞ 2
1
 
− x−µ√
√ e 2σ dx = 1
−∞ σ 2π
Z ∞ 2
1

− x−µ

√ e 2σ dx = 0.5
0 σ 2π
Z ∞  2
− x−µ


e 2σ dx = 0.5σ 2π
0


by comparing coefficient, we have µ = −7 and 2σ 2 = 4 which gives σ = 2. Then,
we have
Z ∞ 
− √x+7

2
√ √
e 2 2 dx = 0.5 2 2π
0

) dx = √π
Z
x+7 2
e−( 2

Z0 ∞
(x+7)2 √
e− 4 dx = π.
0

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Mock Paper #1 Solution M1 (Calculus & Statistics)

ex − e−x ex + e−x d
4. (3 marks) Provide that sinh(x) = and cosh(x) = . Show that sinh x =
2 2 dx
d
cosh x and cosh x = sinh x.
dx

Solution:

ex − e−x
 
d d
sinh x =
dx dx 2
d e−x
 x  
d e
= −
dx 2 dx 2
ex + e−x
=
2
= cosh x
d ex + e−x
 
d
cosh x =
dx dx 2
d ex d e−x
   
= +
dx 2 dx 2
ex − e−x
=
2
= sinh x

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Mock Paper #1 Solution M1 (Calculus & Statistics)

5. (a) A random variable X has the distribution Bin(30, 0.8). Find


(i) (2 marks) P (X = 20),
(ii) (3 marks) P (X < 27),
(iii) (3 marks) E[X 2 ].
(b) (2 marks) A random variable Y has the distribution Bin(2, 0.3). Find the probability
that two randomly chosen value of Y are different.
(c) (3 marks) Four numbers (Z1 , Z2 , Z3 , Z4 ) are randomly chosen randomly three times,
with P (Zi = 0) = 0.3 and P (Zi = 1) = 0.7 for the i-th number, each number is chosen
independently. Find the probability which the sum of all four numbers are not greater
than two.

Solution:
 
(a) (i) 30
P (X = 20) = × 0.820 × 0.210
20
= 0.0355

(ii) P (X ≤ 27)
= 1 − P (X > 27)
= 1 − [P (X = 28) + P (X = 29) + P (X = 30)]
= 1 − 0.230


= 0.0355

(iii) E[X 2 ] = Var[X] + E(X)2


= np(1 − p) + (np)2
= 580.8
Or you could use the formula for second moment directly,
i.e. E[X 2 ] = n(n − 1)p2 + np, which would also give the same answer.

(b) P (Y1 ̸= Y2 ) = P (Y1 = 0)P (Y2 = 1) + P (Y1 = 1)P (Y2 = 0)


= 0.3 × 0.7 + 0.7 × 0.3
= 0.42

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Mock Paper #1 Solution M1 (Calculus & Statistics)

(c) P (Z1 + Z2 + Z3 + Z4 ≤ 2)
= 1 − P (Z1 + Z2 + Z3 + Z4 > 2)
= 1 − P (Z1 + Z2 + Z3 + Z4 = 3) − P (Z1 + Z2 + Z3 + Z4 = 4)
= 1 − P (Z1 or Z2 or Z3 or Z4 = 0) − P (Z1 = Z2 = Z3 = Z4 = 1)
= 1 − 0.34 − 0.74
= 0.7518

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Mock Paper #1 Solution M1 (Calculus & Statistics)

6. A new computer was bought by a local council to search council records and was tested by
an employee. She searched a random sample of 500 records and the sample mean search
time was found to be 2.18 milliseconds and an unbiased estimate of variance was 1.5822
milliseconds2 .
(a) (3 marks) Calculate a 99% confidence interval for the population mean search time n
milliseconds.
(b) (4 marks) It is required to obtain a sample mean time that differs from n by less than
0.05 milliseconds with probability 0.95. Estimate the sample size required.

Solution:
(a) The 99.9% confidence interval is
 
1.582
2.18 ± 3.29 √
500
= (1.95, 2.41) seconds

(b) P (|x̄ − µ| < 0.05) = 0.95


 
0.05
P z< √ = 0.95
1.582/ n

0.05 n
> 1.96
1.582
 2
1.96 × 1.582
n>
0.05
n > 3845.8

Thus, the estimated sample size required is n = 3846.

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Mock Paper #1 Solution M1 (Calculus & Statistics)

Section B (50 marks)

7. Each year Jack enters a ballot for a concert ticket. The probability that Jack will win a
ticket in any particular year is 0.31. Let X denotes that Jack wins a ticket for the first time
at x-th attempt.
(a) (3 marks) Find the cumulative distribution function of X, i.e. the probability that he
wins a ticket for the first time before or on his n-th attempt, in terms of n. (You are
allowed to use the formula of the geometric series directly without proving it.)
(b) (2 marks) Find the probability that he wins the a ticket for the first time after or on
his n-th attempt, in terms of n.
(c) Find the probability that the first time Jack wins a ticket is
(i) (2 marks) on his 4th attempt,
(ii) (2 marks) after his 8th attempt.
(d) (3 marks) Write down an expression for the probability that Jack wins a ticket on
exactly 3 of his first 10 attempts, and evaluate this expression.
(e) (4 marks) Find the probability that Jack wins his 5th ticket on his 11th attempt and
his 7th ticket on his 14th attempt.

Solution:
(a) X ∼ Geo (0.31)
n
X
P (X ≤ n) = P (X = i)
i=1
n
X
= 0.69i−1 × 0.31
i=1
n−1
X
= 0.69i × 0.31
i=0
1 − 0.69n
 
= 0.31 ×
0.31
= 1 − 0.69n

(b) P (X ≥ n) = 1 − P (X < n)
= 1 − P (X ≤ n − 1)
= 1 − (1 − 0.69n−1 )
= 0.69n−1

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Mock Paper #1 Solution M1 (Calculus & Statistics)

(c) (i) P (X = 4) = 0.693 × 0.31


= 0.102

(ii) P (X > 8) = 1 − (1 − 0.698 )


= 0.698
= 0.0514

Full marks will also be awarded if P (X > 8) was calculated by


P (X > 8) = 1 − P (X = 1, 2, 3, 4, 5, 6, 7, 8).

(d) Let Yn denotes the number of times that he wins tickets in the first 10 attempts,
and Yn ∼ Bin (n, 0.31).
 
10
P (Y10 = 3) = × 0.313 × 0.697
3
= 0.266

(e) Let Zi denotes that Jack wins a ticket for the i-th time at zi -th attempt.

P (Z5 = 11 and Z7 = 14)


= P (Y10 = 4)P (X = 1)P (Y3 = 2)
   
10 4 6 3
= 0.31 × 0.69 × 0.31 × × 0.312 × 0.69
4 2
= 0.0129

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Mock Paper #1 Solution M1 (Calculus & Statistics)

8. (a) The manufacturer of electronic components uses the following process to test the pro-
portion of defective items produced.
A random sample of 30 is taken from a large batch of components.
ˆ If no defective item is found, the batch is accepted.
ˆ If three or more defective items are found, the batch is rejected.
ˆ If one defective item is found, a second random sample of 30 is taken. If two or more
defective items are found in this second sample, the batch is rejected, otherwise
the batch is accepted.
ˆ If two defective items are found, a second random sample of 30 is taken. If two
or more defective items are found in this second sample, the batch is rejected,
otherwise the batch is accepted.
The proportion of defective items in the batch is denoted by p, and q = 1 − p.
(i) (2 marks) Show that the probability that a batch is accepted is

q 30 + 30q 58 p (q + 30p) + 435q 58 p2 .

For a particular component, p = 0.03.


(ii) (1 mark) Calculate the probability that a randomly chosen defective component is
accepted.
(iii) (4 marks) Given that a batch is rejected, find the probability that it is rejected as
a result of the second sample.

(b) The manufacturer has decided to use a slightly different process to test the proportion
of defective items produced.
A random sample of 20 is taken from a large batch of components.
ˆ If no defective item is found, the batch is accepted.
ˆ If two or more defective items are found, the batch is rejected.
ˆ If one defective item is found, a second random sample of 30 is taken. If two or more
defective items are found in this second sample, the batch is rejected, otherwise
the batch is accepted.
The proportion of defective items in the batch is denoted by p, and q = 1 − p. You are
given that the probability that a batch is accepted is

q 20 + 20q 48 p(q + 30p).

For a particular component, p = 0.03.

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Mock Paper #1 Solution M1 (Calculus & Statistics)

(i) (3 marks) Given that a batch is accepted, find the probability that it is accepted
as a result of the first sample.
(ii) (1 mark) Calculate the probability that a randomly chosen defective component is
accepted.

(c) (1 mark) Explain briefly whether the manufacturer should follow the testing process
in (a) or (b).

Solution:
 
(a) (i) 30 29 30 29
 30 28 2 30
q + 30q p q + 30q p + q pq
2
= q 30 + 30q 58 p (q + 30p) + 435q 58 p2

(ii) P (defective component is accepted) = p × q 30 + 30q 58 p (q + 30p) + 435q 58 p2


 

= 0.02267

(iii) P (batch is rejected in the second sample)


= 30q 29 p 1 − q 30 + 30q 29 p + 435q 28 p2 1 − q 30
  

= 0.18438

P (batch is rejected)
= 1 − q 30 + 30q 58 p (q + 30p) + 435q 58 p2
= 0.24445

P batch is rejected in the second sample batch is rejected

P (batch is rejected in the second sample)


=
P (batch is rejected)

30q 29 p [1 − (q 30 + 30q 29 p)] + 435q 28 p2 (1 − q 30 )


=
1 − q 30 + 30q 58 p (q + 30p) + 435q 58 p2

= 0.7543 (answers between 0.754 and 0.755 are accepted)

(b) (i) 0.9720


0.9720 + 20(0.97)48 (0.03) [0.97 + 30(0.03)]
= 0.677

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Mock Paper #1 Solution M1 (Calculus & Statistics)

P (defective component is accepted) = p × q 20 + 20q 48 p(q + 30p)


 
(ii)
= 0.02411

(c) Using the process in (a), we have


P (defective component is accepted) = 0.02411.

Using the process in (b), we have


P (defective component is accepted) = 0.02267.

We can see that the testing process in (b) has a lower chance to have defective
components accepted, and therefore the testing process in (b) should be used.
(Or you can argue that the manufacturer should decide to use the process in (a) as
it is likely to be less costly, or any reasonable reason would get the second mark.)

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Mock Paper #1 Solution M1 (Calculus & Statistics)

9. Suppose that n balls are drawn without replacement from a bag containing m balls, k of
which are red, where k > n, with the remaining m − k balls being black. Let X be the
random variable denoting the number of red balls in the selected sample.
(a) (12 marks) Show that the probability function for X is given by

k m−k
 
x n−x
P (X = x) = m
 x = 0, 1, ..., n.
n

Using either method from (b) or (c), or otherwise, to show that

nk
E[X] = .
m

(b) (10 marks) Show directly (using the usual definition of expectation for a discrete ran-
dom variable) that
nk
E[X] = .
m
Pn−1 (k−1 m−k
x )(n−1−x)
(Hint: x=0 m−1 = 1.)
( n−1 )

(c) (10 marks) Let Xi be a random variable which takes the value 1 if the i-th ball selected
is red with probability p, and zero otherwise, for i = 1, . . . , n, i.e. X ∼ Bern (p). Then
the number of red balls in the selected sample is

X = X1 + X2 + · · · + Xn .

By calculating the expectation of Xi and using the known result for the expectation of
a sum of random variables, to show that

nk
E[X] = .
m

Solution: Suppose that n balls are drawn without replacement from a bag containing
m balls, k of which are red, where k > n, with the remaining m − k balls being black.
Let X be the random variable denoting the number of red balls in the selected sample.
(a) If the sample is to contain x red balls then there are xk possible selections of the


red balls. Similarly there are m−k



n−x
ways of choosing the remaining (n − x) black
balls from the (m − k) black balls in the bag. Any of the selections of x red balls
can occur with any of the selections of (n − x) black balls to make our sample of size
n, so the number of possible samples containing x red balls is given by the product
k m−k
 
x n−x
. It follows that the probability of choosing a sample of size n containing

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Mock Paper #1 Solution M1 (Calculus & Statistics)

x red balls is the number of such samples, divided by the total number of possible
ways of choosing a sample of n from m, i.e. m

n
. Therefore

k m−k
 
x n−x
P (X = x) = m
 x = 0, 1, . . . , n.
n

(b) n
X k
 m−k

x n−x
E[X] = x m

x=0 n

k! m−k
n

x!(k−x)! n−x
X
= x m

x=1 n

k! m−k
n

(x−1)!(k−x)! n−x
X
= m

x=1 n

k! m−k
n−1

y!(k−y−1)! n−1−y
X
= m

y=0 n

k−1 m−k
n−1
 
X y n−1−y
= k m!
y=0 n!(m−n)!

k−1 m−k
n−1
 
X y n−1−y
= k m!
y=0 n!(m−n)!

k−1 m−k
n−1
 
X y n−1−y
= k m (m−1)!
y=0 n (n−1)!(m−n)!

k−1 m−k
n−1
 
X kn y n−1−y
= (m−1)!
y=0
m
(n−1)!(m−n)!

k−1 m−k
n−1
 
kn X y n−1−y
= (m−1)!
m y=0
(n−1)!(m−n)!

kn
=
m

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Mock Paper #1 Solution M1 (Calculus & Statistics)

(c) If Xi be a random variable taking the value 1 if the i-th ball selected is red with
probability p, and zero otherwise, for i = 1, . . . , n, then

k
P (Xi = 1) = , i = 1, . . . , n,
m

as for each of the balls in our selected sample there are m possible choices, k of
which are red. Hence
k
E[Xi ] = , i = 1, . . . , n.
m
Now, the number of red balls in the selected sample is X = X1 + X2 + · · · + Xn .
Hence

E[X] = E[X1 + X2 + · · · + Xn ]
= E[X1 ] + E[X2 ] + · · · + E[Xn ]
k k k
= + + ··· +
m m m
nk
=
m

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End of solutions

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